+291.3%
IR vs CCJ
+979.9%
-688.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | +0.7% | -3.6% | -3.0% |
| 30D | -15.1% | +6.9% | -22.0% | -16.6% |
| 3M | +6.1% | -11.6% | +17.7% | +8.5% |
| 6M | -16.8% | -16.2% | -0.6% | -14.4% |
| YTD | -3.5% | +10.1% | -13.6% | -7.3% |
| 1Y | -3.5% | +32.3% | -35.8% | -12.6% |
| 3Y | +9.5% | +171.3% | -161.8% | -20.1% |
| 5Y | +45.1% | +372.4% | -327.3% | -12.0% |
| All | +291.3% | +979.9% | -688.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling